Is it required to attach objects together as one?
It depends on how far you are in designing the object, at the end you want to have as much objects attached to one another and the least amount of vertices so it'll be easier to handle for the engine.
At the beginning you can do as you want so you can edit certain parts better (for example if you have a t-pose it would be nice if you could move the arm away so you can edit the side of the body).